If --- to make it into a totally fictitious situation, not the one recounted in the Bible --- David has just one living wife, and that is Bathsheba, and she has only one living husband (David) then no problem, they can both become Catholics. They could enter the Catholic Church by Baptism, as everybody does, and their marriage could be convalidated (recognized by the Church) after their baptism.
If (as in their actual marital situation as documented in the Bible) Bathsheba AND SEVEN OTHER WOMEN are claiming to be David's wives, he'd have to faithful to his first wife on the basis of monogamous marriage.
The Catholic Church doesn't allow the practice of polygamy.
Does yours? How would your church handle polygamy? Would it be OK?